Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47421.39 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46023.4 Kr¶

PnL: ---------------------------------------> -865.17 Kr¶

DD now: ---------------------------------> -2.485 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 17:13:15.601588'

Anic Portfolio¶

Today¶

Return: 0.236 %¶

This Week¶

Return: -1.026 %¶

Total¶

Return: 55.245 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 0.760000 2793.000000 157.000000 5.960000 2636.000010
HMS Networks 2 -0.910000 783.600000 110.600000 16.430000 673.000000
Nordea Bank Abp 29 0.680000 3507.260000 53.260000 1.540000 3453.999992
Samhällsbyggnadsbo. i Norden B 20 4.360000 406.800000 51.800000 14.590000 355.000000
MedCap 2 0.860000 467.000000 46.000000 10.930000 421.000000
Corem Property Group B 59 2.760000 615.370000 38.370000 6.650000 576.999999
SAAB B 8 -0.840000 3414.400000 37.400000 1.110000 3377.000000
Resurs Holding 22 2.740000 610.060000 36.060000 6.280000 573.999998
Swedbank A 3 2.400000 589.650000 25.650000 4.550000 564.000000
AcadeMedia 12 0.370000 580.800000 23.800000 4.270000 557.000004
Intrum 4 0.480000 547.400000 20.400000 3.870000 527.000000
OEM International B 7 0.380000 548.100000 20.100000 3.810000 527.999997
Securitas B 6 2.100000 588.240000 18.240000 3.200000 570.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Boozt 12 -0.140000 1669.200000 15.200000 0.920000 1653.999996
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Samhällsbyggnadsbo. i Norden D 12 4.180000 257.040000 11.040000 4.490000 246.000000
Norva24 Group 16 -0.120000 553.280000 10.280000 1.890000 543.000000
Coor Service Management Hold. 8 0.750000 539.600000 7.600000 1.430000 532.000000
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Creaspac SPAC 6 0.100000 581.400000 4.400000 0.760000 577.000002
Handelsbanken A 5 0.000000 540.000000 -6.000000 -1.100000 546.000000
Midsona B 63 -0.550000 565.110000 -17.890000 -3.070000 582.999984
International Petroleum Corp. 5 3.990000 574.000000 -20.570000 -3.460000 594.565215
CTEK 13 -4.260000 508.040000 -25.960000 -4.860000 533.999999
Essity B 2 -3.020000 532.600000 -41.400000 -7.210000 574.000000
Vivesto 1368 -2.070000 542.550000 -70.450000 -11.490000 612.999432
Essity A 4 -2.370000 1072.000000 -77.000000 -6.700000 1149.000000
Sampo Oyj SDB 7 0.370000 3773.000000 -77.000000 -2.000000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -0.370000 2792.400000 -178.600000 -6.010000 2971.000006
OX2 18 1.780000 1443.600000 -220.400000 -13.250000 1663.999992
Axfood 13 0.220000 3476.200000 -279.800000 -7.450000 3756.000001
Ovzon 52 -0.750000 2756.000000 -606.000000 -18.020000 3361.999992
TOTAL 46023.400000 -865.170000 -2.4851% 46888.564618

Updated:¶

'2023-01-27 17:13:29.069644'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶